-2.5%
IBM vs FDX
+80.8%
-83.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | +0.3% | +3.8% | -3.5% | -0.3% |
| 3M | -21.6% | -1.3% | -20.3% | -21.6% |
| 6M | -4.7% | +5.0% | -9.7% | -6.0% |
| YTD | -19.1% | +39.6% | -58.7% | -27.2% |
| 1Y | -2.5% | +81.1% | -83.6% | -18.6% |
| All | -2.5% | +80.8% | -83.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling